+4.9%
STM vs RL
+240.1%
-235.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.2% |
| 7D | -10.7% | -4.2% | -6.6% | -8.6% |
| 30D | -25.7% | +4.3% | -30.0% | -27.3% |
| 3M | -21.6% | -4.6% | -17.0% | -19.8% |
| 6M | -27.8% | +1.7% | -29.5% | -28.9% |
| YTD | +61.8% | +7.3% | +54.4% | +53.8% |
| 1Y | +78.1% | +20.8% | +57.3% | +58.0% |
| 3Y | +4.9% | +247.0% | -242.1% | -47.7% |
| All | +4.9% | +240.1% | -235.2% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling